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Effective Condition Number Bounds for Convex Regularization

Research output: Journal Publications and ReviewsRGC 21 - Publication in refereed journalpeer-review

Abstract

We derive bounds relating Renegar's condition number to quantities that govern the statistical performance of convex regularization in settings that include the l(1)-analysis setting. Using results from conic integral geometry, we show that the bounds can be made to depend only on a random projection, or restriction, of the analysis operator to a lower dimensional space, and can still be effective if these operators are ill-conditioned. As an application, we get new bounds for the undersampling phase transition of composite convex regularizers. Key tools in the analysis are Slepian's inequality and the kinematic formula from integral geometry.
Original languageEnglish
Pages (from-to)2501-2516
JournalIEEE Transactions on Information Theory
Volume66
Issue number4
Online published10 Jan 2020
DOIs
Publication statusPublished - Apr 2020

Research Keywords

  • Convex regularization
  • compressed sensing
  • integral geometry
  • convex optimization
  • dimension reduction
  • PHASE-TRANSITIONS
  • COMPLEXITY

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